NBIX Options History — April 2022

In April 2022, NBIX traded between $90.47 and $100.23. ATM implied volatility averaged 42.4%, placing in the 33.3% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 22.0% (HV 20d: 20.4%). Max pain ranged from $85.00 to $90.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 2.20.

Notable Days

  • 2022-04-14: Highest Volume — 2,594 contracts
  • 2022-04-05: Largest IV spike — 55.8% change
  • 2022-04-29: Highest IV Rank — 59.5%
  • 2022-04-29: Largest Expected Move — 16.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$96.20$90.47$100.23$94.91$90.47
Max Pain$87.50$85.00$90.00$85.00$90.00
ATM IV42.4%32.1%59.0%32.1%59.0%
Expected Move12.3%10.5%16.9%10.8%16.9%
HV 20d20.4%17.5%22.9%18.0%22.2%
HV 60d32.0%29.0%38.5%38.4%29.1%
IV Rank33.3%17.0%59.5%17.0%59.5%
IV Percentile42.2%2.8%92.1%2.8%92.1%
Term Structure-1.4%-9.7%6.3%3.6%-8.8%
VWIV45.5%37.8%57.9%40.1%54.7%
Skew 25d7.7%0.9%21.2%12.9%10.5%
Skew 10d13.7%3.1%35.1%11.0%8.5%
Call IV 25d41.2%31.7%49.5%31.7%49.5%
Put IV 25d48.9%40.0%65.0%44.6%60.0%
Bid-Ask Spread %81.4576.9987.5780.2380.22
Gamma HHI0.270.230.360.240.34
Net GEX1.2M941.1K1.5M1.2M941.1K
Net DEX-36.8M-52.2M-13.7M-35.8M-13.7M
Net VEX-211.8K-235.4K-191.5K-235.4K-191.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.200.3314.052.830.60
Total Volume1,687.553012,5941,7321,898
Total OI22,752.1520,99723,36823,07723,129

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$94.91$85.0032.1%10.8%18.0%17.0%40.1%12.9%3.6%1.2M-35.8M-235.4K2.8380.23N/AN/A4521,28011,12511,952
2022-04-04$97.35$85.0032.2%11.4%19.5%17.0%50.4%13.4%3.6%1.2M-42.7M-229.9K3.0480.74N/AN/A4211,28011,08912,053
2022-04-05$97.25$85.0050.1%11.9%19.5%45.5%44.0%7.3%0.6%1.3M-43.9M-230.5K2.0076.99N/AN/A6391,28011,14712,053
2022-04-06$98.74$85.0034.1%11.4%18.8%20.1%39.0%10.7%6.3%1.2M-49.0M-233.8K2.1479.59N/AN/A6011,28411,26212,037
2022-04-07$98.38$85.0037.9%11.5%18.8%26.1%46.5%9.3%0.9%1.2M-46.7M-232.5K2.4479.09N/AN/A5221,27611,32812,040
2022-04-08$100.23$85.0033.2%12.1%17.5%18.7%38.6%1.0%-0.0%1.3M-52.2M-225.3K1.7984.38N/AN/A7281,30211,32812,040
2022-04-11$98.50$85.0049.4%13.4%19.3%44.3%43.6%8.1%-2.5%1.2M-47.0M-220.4K2.3083.07N/AN/A5591,28311,14112,045
2022-04-12$98.20$85.0052.0%11.9%19.3%48.4%47.3%5.5%-0.8%1.4M-44.6M-212.6K3.1283.52N/AN/A4111,28411,11112,044
2022-04-13$98.99$85.0039.8%11.4%19.3%29.2%42.0%3.4%-1.3%1.4M-47.3M-210.5K3.0779.50N/AN/A4181,28411,10412,044
2022-04-14$99.35$85.0036.8%10.5%18.4%24.3%42.8%0.9%4.3%1.5M-51.7M-198.5K1.5687.10N/AN/A1,0121,58211,11012,042
2022-04-18$97.06$90.0041.9%12.0%20.6%32.4%41.2%9.0%-4.3%1.1M-36.1M-207.0K0.9380.77N/AN/A47744310,00610,991
2022-04-19$97.76$90.0036.9%10.6%20.6%24.5%45.5%10.1%-4.9%1.1M-39.2M-214.0K1.2187.57N/AN/A36744310,33410,999
2022-04-20$98.30$90.0037.5%10.8%20.5%25.5%42.8%4.3%-1.0%1.3M-44.5M-199.1K0.3380.02N/AN/A1,34344410,43610,999
2022-04-21$95.84$90.0039.5%11.3%21.4%28.6%43.4%4.5%-0.5%1.3M-34.4M-203.6K0.3679.93N/AN/A1,26445511,39711,000
2022-04-22$93.94$90.0042.0%12.0%22.4%32.6%37.8%4.7%-5.3%1.1M-26.4M-206.2K0.3785.67N/AN/A1,23546011,40011,020
2022-04-25$93.12$90.0043.9%12.6%22.6%35.7%57.9%21.2%-3.7%1.2M-22.6M-205.8K0.7182.86N/AN/A1,23787311,40711,022
2022-04-26$92.05$90.0053.6%15.4%22.9%50.9%49.6%4.6%-9.7%1.1M-19.1M-193.1K0.7380.60N/AN/A1,17785411,41411,442
2022-04-27$91.81$90.0052.1%14.9%22.9%48.6%55.6%7.4%-8.2%1.1M-18.3M-193.0K14.0577.28N/AN/A2028111,41411,442
2022-04-28$91.80$90.0044.5%12.8%22.8%36.6%46.5%4.9%4.0%1.3M-20.4M-192.6K0.3579.92N/AN/A1,17041211,41411,682
2022-04-29$90.47$90.0059.0%16.9%22.2%59.5%54.7%10.5%-8.8%941.1K-13.7M-191.5K0.6080.22N/AN/A1,18771111,44311,686